Anic Equity¶
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Total return since start: 0.562 %¶
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Equity now: -----------------------------> 47720.9 Kr¶
Max Equity ever reached: ------------> 48629.89 Kr¶
Portfolio value: --------------------------> 46325.98 Kr¶
PnL: ---------------------------------------> -562.59 Kr¶
DD now: ---------------------------------> -1.869 %¶
Max portfolio DD since start: ----> -13.025 %¶
Updated:¶
'2023-01-20 14:38:16.828384'
Anic Portfolio Holdings¶
| volume | changePercent | value | profit | profitPercent | acquiredValue | |
|---|---|---|---|---|---|---|
| name | ||||||
| Beijer Electronics Group | 26 | 3.710000 | 3198.000000 | 227.000000 | 7.640000 | 2971.000006 |
| HEBA B | 70 | 0.000000 | 2733.500000 | 97.500000 | 3.700000 | 2636.000010 |
| SAAB B | 8 | 0.930000 | 3458.400000 | 81.400000 | 2.410000 | 3377.000000 |
| FM Mattsson Mora Group B | 50 | -1.650000 | 2980.000000 | 53.000000 | 1.810000 | 2927.000000 |
| Corem Property Group B | 59 | 0.770000 | 615.960000 | 38.960000 | 6.750000 | 576.999999 |
| Norva24 Group | 16 | -0.440000 | 573.440000 | 30.440000 | 5.610000 | 543.000000 |
| AcadeMedia | 12 | 0.950000 | 584.880000 | 27.880000 | 5.010000 | 557.000004 |
| Samhällsbyggnadsbo. i Norden B | 20 | 0.930000 | 381.700000 | 26.700000 | 7.520000 | 355.000000 |
| Resurs Holding | 22 | 3.970000 | 599.280000 | 25.280000 | 4.400000 | 573.999998 |
| MedCap | 2 | 1.360000 | 446.000000 | 25.000000 | 5.940000 | 421.000000 |
| Eastnine | 4 | 0.000000 | 509.600000 | 18.600000 | 3.790000 | 491.000000 |
| OEM International B | 7 | 1.040000 | 541.800000 | 13.800000 | 2.610000 | 527.999997 |
| Fastighetsbolag. Emilshus Pref | 21 | 1.120000 | 571.200000 | 9.200000 | 1.640000 | 562.000005 |
| Intrum | 4 | -0.070000 | 535.800000 | 8.800000 | 1.670000 | 527.000000 |
| HMS Networks | 2 | -0.930000 | 680.000000 | 7.000000 | 1.040000 | 673.000000 |
| Sampo Oyj SDB | 7 | 1.850000 | 3857.000000 | 7.000000 | 0.180000 | 3850.000000 |
| Essity A | 4 | 0.170000 | 1152.000000 | 3.000000 | 0.260000 | 1149.000000 |
| Swedbank A | 3 | 0.670000 | 566.700000 | 2.700000 | 0.480000 | 564.000000 |
| Essity B | 2 | 0.910000 | 576.400000 | 2.400000 | 0.420000 | 574.000000 |
| Coor Service Management Hold. | 8 | 0.600000 | 533.200000 | 1.200000 | 0.230000 | 532.000000 |
| Boozt | 12 | 1.770000 | 1653.600000 | -0.400000 | -0.020000 | 1653.999996 |
| Creaspac SPAC | 6 | 0.100000 | 576.000000 | -1.000000 | -0.170000 | 577.000002 |
| Handelsbanken A | 5 | 0.460000 | 542.750000 | -3.250000 | -0.600000 | 546.000000 |
| Samhällsbyggnadsbo. i Norden D | 12 | -0.200000 | 241.680000 | -4.320000 | -1.760000 | 246.000000 |
| Securitas B | 6 | 0.090000 | 564.240000 | -5.760000 | -1.010000 | 570.000000 |
| Karnov Group | 9 | 1.910000 | 527.400000 | -8.600000 | -1.600000 | 536.000004 |
| CTEK | 13 | 1.430000 | 524.810000 | -9.190000 | -1.720000 | 533.999999 |
| Nordea Bank Abp | 29 | 0.540000 | 3439.400000 | -14.600000 | -0.420000 | 3453.999992 |
| Midsona B | 63 | 1.380000 | 555.660000 | -27.340000 | -4.690000 | 582.999984 |
| Vivesto | 1368 | 2.060000 | 570.180000 | -42.820000 | -6.990000 | 612.999432 |
| International Petroleum Corp. | 5 | 0.740000 | 542.500000 | -52.070000 | -8.760000 | 594.565215 |
| Axfood | 13 | -0.210000 | 3633.500000 | -122.500000 | -3.260000 | 3756.000001 |
| OX2 | 18 | 1.960000 | 1454.400000 | -209.600000 | -12.600000 | 1663.999992 |
| Fasadgruppen Group | 35 | 2.360000 | 3493.000000 | -318.000000 | -8.340000 | 3810.999990 |
| Ovzon | 52 | 0.720000 | 2912.000000 | -450.000000 | -13.380000 | 3361.999992 |
| TOTAL | 46325.980000 | -562.590000 | -1.8692% | 46888.564618 |
Updated:¶
'2023-01-20 14:38:29.144179'
None
Last optimization/rebalancing:¶
'2023-01-02'
Next optimization/rebalancing:¶
'2023-02-10'
AVAN-Live vs backtest and OMXSE30 2023¶
C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning: Output cache limit (currently 1000 entries) hit. Flushing oldest 200 entries.
Walk forward test results - depending on starting day¶
Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶
